+203.0%
AMAT vs Z
-33.7%
+236.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.6% |
| 7D | -1.5% | -3.0% | +1.5% | -1.1% |
| 30D | -14.8% | -4.2% | -10.6% | -14.4% |
| 3M | -9.3% | -3.7% | -5.6% | -9.2% |
| 6M | +27.4% | -24.5% | +51.9% | +34.5% |
| YTD | +77.6% | -49.3% | +126.9% | +105.3% |
| 1Y | +188.9% | -58.7% | +247.6% | +250.5% |
| All | +203.0% | -33.7% | +236.8% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling